Issue Date | Title | Author(s) |
Jul-1998 | PLUG-IN SELECTION OF THE NUMBER OF FREQUENCIES IN REGRESSION ESTIMATES OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES | Hurvich, Clifford M.; Deo, Rohit S. |
24-Aug-2009 | Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions using the R | Chen, Willa W.; Deo, Rohit S. |
24-Aug-2009 | The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series | Chen, Willa W.; Deo, Rohit S. |
2000 | A Generalized Portmanteau Goodness-of-fit Test for Time Series Models | Chen, Willa W.; Deo, Rohit S. |
2000 | ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS | Deo, Rohit S.; Hurvich, Clifford M. |
1997 | Spectral tests of the martingale hypothesis under conditional heteroscedasticity | Deo, Rohit S. |
1998 | ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS | Deo, Rohit S.; Hurvich, Clifford M. |
2000 | A Small Sample Study of Goodness-of-fit Tests for Time Series Models | Chen, Willa W.; Deo, Rohit S. |
17-Oct-2001 | On testing the adequacy of stable processes under conditional heteroscedasticity | Deo, Rohit S. |
2000 | Estimation of Long Memory in Volatility | Deo, Rohit S.; Hurvich, C. M. |